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Communications in Statistics - Theory and Methods Volume 24, 1995 - Issue 10
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Original Articles

Identification of fractional differencing autoregressive models Footnote†

Guibin Li Department of Probability and Statistics, Peking University, Beijing, China
Pages 2635-2643 | Received 01 Dec 1993, Published online: 27 Jun 2007

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Sat N. Gupta & James McDermott. (2001) A Two-Step Approach to Estimating Fractionally Differenced Arima Models. American Journal of Mathematical and Management Sciences 21:1-2, pages 43-55.
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Louise Swift. (1998) The distribution of the low frequency periodogram ordinates of fractionally differenced series and their inclusion in two estimators of the differencing parameter. Communications in Statistics - Theory and Methods 27:3, pages 723-745.
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